+196.0%
TEVA vs SNY
+241.9%
-45.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +2.0% | -3.3% | +5.3% | +3.2% |
| 30D | +1.0% | -2.2% | +3.1% | +1.7% |
| 3M | +7.3% | -3.0% | +10.4% | +8.2% |
| 6M | +21.7% | +2.7% | +19.0% | +20.2% |
| YTD | +18.8% | -6.8% | +25.7% | +21.3% |
| 1Y | +86.5% | -5.3% | +91.7% | +88.6% |
| 3Y | +269.4% | -9.8% | +279.2% | +274.1% |
| 5Y | +303.6% | +9.7% | +293.9% | +277.0% |
| 10Y | -22.9% | +64.5% | -87.4% | -37.1% |
| All | +196.0% | +241.9% | -45.9% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling